+115.0%
UMC vs VFC
+52.5%
+62.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.7% |
| 7D | -14.7% | +21.5% | -36.1% | -17.1% |
| 30D | -32.9% | +46.7% | -79.5% | -37.2% |
| 3M | -22.2% | +38.4% | -60.5% | -26.5% |
| 6M | +25.9% | +15.2% | +10.7% | +22.5% |
| YTD | +107.9% | +17.8% | +90.1% | +104.1% |
| 1Y | +115.0% | +55.6% | +59.5% | +99.6% |
| All | +115.0% | +52.5% | +62.6% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling